CME Japanese Yen Future September 2022
| Trading Metrics calculated at close of trading on 02-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2022 |
02-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7194 |
0.7140 |
-0.0054 |
-0.8% |
0.7274 |
| High |
0.7201 |
0.7157 |
-0.0045 |
-0.6% |
0.7275 |
| Low |
0.7138 |
0.7110 |
-0.0029 |
-0.4% |
0.7110 |
| Close |
0.7139 |
0.7143 |
0.0004 |
0.1% |
0.7143 |
| Range |
0.0063 |
0.0047 |
-0.0016 |
-25.4% |
0.0166 |
| ATR |
0.0078 |
0.0075 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
183,903 |
165,906 |
-17,997 |
-9.8% |
773,141 |
|
| Daily Pivots for day following 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7277 |
0.7257 |
0.7169 |
|
| R3 |
0.7230 |
0.7210 |
0.7156 |
|
| R2 |
0.7183 |
0.7183 |
0.7152 |
|
| R1 |
0.7163 |
0.7163 |
0.7147 |
0.7173 |
| PP |
0.7136 |
0.7136 |
0.7136 |
0.7141 |
| S1 |
0.7116 |
0.7116 |
0.7139 |
0.7126 |
| S2 |
0.7089 |
0.7089 |
0.7134 |
|
| S3 |
0.7042 |
0.7069 |
0.7130 |
|
| S4 |
0.6995 |
0.7022 |
0.7117 |
|
|
| Weekly Pivots for week ending 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7672 |
0.7573 |
0.7234 |
|
| R3 |
0.7507 |
0.7408 |
0.7189 |
|
| R2 |
0.7341 |
0.7341 |
0.7173 |
|
| R1 |
0.7242 |
0.7242 |
0.7158 |
0.7209 |
| PP |
0.7176 |
0.7176 |
0.7176 |
0.7159 |
| S1 |
0.7077 |
0.7077 |
0.7128 |
0.7044 |
| S2 |
0.7010 |
0.7010 |
0.7113 |
|
| S3 |
0.6845 |
0.6911 |
0.7097 |
|
| S4 |
0.6679 |
0.6746 |
0.7052 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7275 |
0.7110 |
0.0166 |
2.3% |
0.0055 |
0.8% |
20% |
False |
True |
154,628 |
| 10 |
0.7378 |
0.7110 |
0.0268 |
3.8% |
0.0062 |
0.9% |
13% |
False |
True |
151,559 |
| 20 |
0.7612 |
0.7110 |
0.0502 |
7.0% |
0.0072 |
1.0% |
7% |
False |
True |
145,171 |
| 40 |
0.7696 |
0.7110 |
0.0587 |
8.2% |
0.0080 |
1.1% |
6% |
False |
True |
154,715 |
| 60 |
0.7696 |
0.7110 |
0.0587 |
8.2% |
0.0082 |
1.1% |
6% |
False |
True |
158,382 |
| 80 |
0.7958 |
0.7110 |
0.0849 |
11.9% |
0.0080 |
1.1% |
4% |
False |
True |
122,408 |
| 100 |
0.8051 |
0.7110 |
0.0941 |
13.2% |
0.0078 |
1.1% |
4% |
False |
True |
97,953 |
| 120 |
0.8538 |
0.7110 |
0.1429 |
20.0% |
0.0075 |
1.1% |
2% |
False |
True |
81,644 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7356 |
|
2.618 |
0.7280 |
|
1.618 |
0.7233 |
|
1.000 |
0.7204 |
|
0.618 |
0.7186 |
|
HIGH |
0.7157 |
|
0.618 |
0.7139 |
|
0.500 |
0.7133 |
|
0.382 |
0.7127 |
|
LOW |
0.7110 |
|
0.618 |
0.7080 |
|
1.000 |
0.7063 |
|
1.618 |
0.7033 |
|
2.618 |
0.6986 |
|
4.250 |
0.6910 |
|
|
| Fisher Pivots for day following 02-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7140 |
0.7176 |
| PP |
0.7136 |
0.7165 |
| S1 |
0.7133 |
0.7154 |
|